Exact Tensor Completion Using t-SVD

In this paper, we focus on the problem of completion of multidimensional arrays (also referred to as tensors), in particular three-dimensional (3-D) arrays, from limited sampling. Our approach is based on a recently proposed tensor algebraic framework where 3-D tensors are treated as linear operators over the set of 2-D tensors. In this framework, one can obtain a factorization for 3-D data, referred to as the tensor singular value decomposition (t-SVD), which is similar to the SVD for matrices. t-SVD results in a notion of rank referred to as the tubal-rank. Using this approach we consider the problem of sampling and recovery of 3-D arrays with low tubal-rank. We show that by solving a convex optimization problem, which minimizes a convex surrogate to the tubal-rank, one can guarantee exact recovery with high probability as long as number of samples is of the order O(rnk log(nk)), given a tensor of size n x n x k with tubal-rank r. The conditions under which this result holds are similar to the incoherence conditions for low-rank matrix completion under random sampling. The difference is that we define incoherence under the algebraic setup of t-SVD, which is different from the standard matrix incoherence conditions. We also compare the numerical performance of the proposed algorithm with some state-of-the-art approaches on real-world datasets.